基于GARCH模型族的集装箱海运价格波动特征研究  

Study on the Characteristics of Container Shipping Price Fluctuation Based on GARCH Model Family

作　　者：何祎喆 袁象[1] 

机构地区：[1]上海海事大学经济管理学院,上海

出　　处：《建模与仿真》2023年第3期1939-1947,共9页Modeling and Simulation

摘　　要：自2020年以来,受到新冠疫情、俄乌冲突、高通胀等因素影响,全球集装箱海运价格出现了爆发式的增长与回落。科学分析这些问题能使企业增加对集装箱海运市场运价规律的了解,更好地服务国际贸易,对助力集装箱海运重回健康稳定的发展方向意义重大。本文以集装箱海运市场运价的波动特征为研究对象,选取了GARCH模型族,考察了集装箱海运费的波动规律,并分析波动成因,研究利好消息和利空消息对集装箱海运市场的短期影响,对航运业相关企业经营策略提出建议。Since 2020, affected by COVID-19, Russia-Ukraine conflict, high inflation and other factors, global container shipping prices have witnessed explosive growth and decline. Scientific analysis of these problems can help enterprises to increase the understanding of the tariff law of the container ship-ping market and better serve the international trade, which is of great significance to the healthy and stable development direction of the assistant container shipping. This paper takes the fluctua-tion characteristics of freight rates in the container shipping market as the research object, selects the GARCH model family, investigates the fluctuation rules of container shipping costs, analyzes the causes of fluctuations, studies the short-term impact of good and bad news on the container ship-ping market, and puts forward suggestions on the business strategies of relevant enterprises in the shipping industry.

关 键 词：企业经营策略 市场运价 GARCH模型族 利空消息 利好消息 集装箱海运 航运业 波动特征 

分 类 号：F55[经济管理—产业经济]